+275.4%
RMD vs DRI
+348.4%
-73.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -4.7% | -4.8% | +0.1% | -3.7% |
| 30D | +0.2% | -3.9% | +4.2% | +1.0% |
| 3M | +12.0% | +5.1% | +6.9% | +10.7% |
| 6M | -12.5% | +5.5% | -18.0% | -13.7% |
| YTD | -7.9% | +16.5% | -24.4% | -11.1% |
| 1Y | -20.4% | +2.0% | -22.4% | -21.1% |
| 3Y | +53.1% | +54.5% | -1.4% | +38.1% |
| 5Y | -22.1% | +66.6% | -88.7% | -31.5% |
| 10Y | +275.4% | +353.6% | -78.2% | +184.8% |
| All | +275.4% | +348.4% | -73.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling